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  1. Joy Pathak

    Recession is coming...

    Mostly see that people still talk about programs/etc on this forum.. figured I would try to get a different discussion going. thoughts? market is definitely pricing like late 2019 recession but market has been wrong.
  2. Joy Pathak

    A salary question

    Would fresh graduates from MFE programs ever be open to getting 50-60K in salary(Almost no bonus but cost of living is 30% of NYC) at a NON NYC location front office job with the upside of becoming a trader in 2-3 years and larger compensation thereafter. Curious what current students or recent...
  3. Joy Pathak

    R to Excel

    Hey guys Maybe a trivial question but... Anyone know a way I can call functions from specific packages into excel? I am trying to see if I can call functions from this package: GitHub - imanuelcostigan/dataonderivatives: Easily source publicly available data on derivatives in excel/vba. Is...
  4. Joy Pathak

    How i became a quant?

    I will be on the Panel at the next How I became a quant panel at NYU on Friday. It is organised by International Association of Quantitative Finance. Come by and say hello if you are around!
  5. Joy Pathak

    Net Basis time series?

    Anyone have any net basis (treasury bond/futures) time series lying around by any chance? Any maturity will do. Bloomberg is of no help.
  6. Joy Pathak

    Quantnet Meet up?

    Hey all, just curious if people were down to meet up ? I will be DJing at a lounge in New York City.. East Village. lounge&fb=1&gl=us&hq=nightingale lounge&hnear=0x89c2a164b2c7bc0b:0x8743868b9c34b76e,Stamford...
  7. Joy Pathak

    JPM Corporate Challenge?

    Anyone from here going?
  8. Joy Pathak

    Yield curve non parallel shifts - spline

    bob Hey bob.. what could be some issues when you do non parallel shifts on a curve that is built using cubic spline interpolation or any spline interpolation.
  9. Joy Pathak

    Fewer Perks and More Work for Wall St.’s Summer Interns Wall Street interns have gone from pampered to pummeled. In better days, college-age interns at the nation’s largest investment banks, known as summer analysts, were treated like young royalty. But...
  10. Joy Pathak

    CDX IG vs HY

    So what could be possible reasons for IG index to be more volatile than HY ? Annualised volatility (historical-since inception) is higher for IG. Even during crisis it's higher. Any thoughts ? The general understanding is that HY would be more volatile. bob
  11. Joy Pathak

    IAFE conference?

    Anyone going to it Mon/Tue?
  12. Joy Pathak

    Cramer vs Cramer

    If anyone noticed that Jim cramer just went crazy on twitter a few minutes ago... this is why....
  13. Joy Pathak

    Review 'A Primer for the Mathematics of Financial Engineering' Second Edition

    As many of you know Dr. Dan Stefanica released the second edition of his best seller book, ‘The Primer for the Mathematics of Financial Engineering’. When I heard that Dr. Stefanica would be personally signing every copy of the first set of shipments I went ahead and got myself the book and a...
  14. Joy Pathak

    business climate proxies?

    Whats are some good proxies(economic indicators) for the business climate? I need something that is reported monthly e.g S&P monthly returns can be used. Are there any others? Edit: can I measure liquidity in the bond market? e.g I can use market ask spread.. as proxies...
  15. Joy Pathak

    Best books of 2011

    Just curious if people have any recommendations for books. I recently got a kindle DX and literally have been addicted to reading from it for the past 2 weeks. Any suggestions? Wall Street related would be great. I like Michael Lewis type of books. I have read all his finance related books. It...
  16. Joy Pathak

    Where is the bottle-neck in trading?

    I went to a conference a few days ago whose main focus was Algo Trading and Execution. From what majority of the presenters and people I spoke to I gathered that the main bottleneck is in technology and not in the math/strategy. Everyone seems to be using the same strategy and the same...
  17. Joy Pathak

    S&P , US - Go!

    The markets are definitely getting hit pretty hard today. EUR/USD is low, treasuries are lower, all the indexes are taking a hit, gold spiked up along with silver. So anyone have any thoughts on the negative outlook for US credit rating? It's competitors have positive outlooks. Is S&P just...
  18. Joy Pathak

    Interview stories...

    Anyone have any interesting interview stories? Something outrageous. Any stress tests, psycholigical tests? etc. Or What is the most intense interview you have been to? 4 hrs 8 people 9 hours 20 people..etc 26 interviews over a period of 2 months. Just curious.
  19. Joy Pathak

    Quant Internship Interview Questions

    I thought I would toss some questions I got asked in an interview here since I guess most of the questions asked in the contest will probably be quant interview type questions... 1) The probability that bank will default in any single year is 10%. What is the probability that the bank will...
  20. Joy Pathak

    Baruch MFE Baruch MFE Questions...

    Hey guys... A few of you have got admission at Baruch MFE and I am sure you have questions about the program. Please feel free to post ANY question you have here, and myself or current students/alumni will more than love to answer your questions. I have got messages from most of the admits I...